+1,298.9%
COHR vs EVRG
+113.9%
+1,184.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | -1.2% | -12.9% | -13.9% |
| 3M | -16.0% | -0.6% | -15.4% | -16.0% |
| 6M | +21.5% | +2.4% | +19.0% | +20.3% |
| YTD | +65.4% | +15.5% | +50.0% | +58.9% |
| 1Y | +195.0% | +16.8% | +178.2% | +181.7% |
| 3Y | +830.2% | +75.0% | +755.2% | +683.4% |
| 5Y | +397.1% | +49.3% | +347.8% | +335.1% |
| All | +1,298.9% | +113.9% | +1,184.9% | +1,098.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling